Identification of Dynamic Systems

Identification of Dynamic Systems

Author: Rolf Isermann

Publisher: Springer

Published: 2011-04-08

Total Pages: 705

ISBN-13: 9783540871552

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Precise dynamic models of processes are required for many applications, ranging from control engineering to the natural sciences and economics. Frequently, such precise models cannot be derived using theoretical considerations alone. Therefore, they must be determined experimentally. This book treats the determination of dynamic models based on measurements taken at the process, which is known as system identification or process identification. Both offline and online methods are presented, i.e. methods that post-process the measured data as well as methods that provide models during the measurement. The book is theory-oriented and application-oriented and most methods covered have been used successfully in practical applications for many different processes. Illustrative examples in this book with real measured data range from hydraulic and electric actuators up to combustion engines. Real experimental data is also provided on the Springer webpage, allowing readers to gather their first experience with the methods presented in this book. Among others, the book covers the following subjects: determination of the non-parametric frequency response, (fast) Fourier transform, correlation analysis, parameter estimation with a focus on the method of Least Squares and modifications, identification of time-variant processes, identification in closed-loop, identification of continuous time processes, and subspace methods. Some methods for nonlinear system identification are also considered, such as the Extended Kalman filter and neural networks. The different methods are compared by using a real three-mass oscillator process, a model of a drive train. For many identification methods, hints for the practical implementation and application are provided. The book is intended to meet the needs of students and practicing engineers working in research and development, design and manufacturing.


Handbook of Partial Least Squares

Handbook of Partial Least Squares

Author: Vincenzo Esposito Vinzi

Publisher: Springer Science & Business Media

Published: 2010-03-10

Total Pages: 791

ISBN-13: 3540328270

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This handbook provides a comprehensive overview of Partial Least Squares (PLS) methods with specific reference to their use in marketing and with a discussion of the directions of current research and perspectives. It covers the broad area of PLS methods, from regression to structural equation modeling applications, software and interpretation of results. The handbook serves both as an introduction for those without prior knowledge of PLS and as a comprehensive reference for researchers and practitioners interested in the most recent advances in PLS methodology.


Solutions Manual for Econometrics

Solutions Manual for Econometrics

Author: Badi H. Baltagi

Publisher: Springer

Published: 2014-09-01

Total Pages: 410

ISBN-13: 3642545483

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This Third Edition updates the "Solutions Manual for Econometrics" to match the Fifth Edition of the Econometrics textbook. It adds problems and solutions using latest software versions of Stata and EViews. Special features include empirical examples using EViews and Stata. The book offers rigorous proofs and treatment of difficult econometrics concepts in a simple and clear way, and it provides the reader with both applied and theoretical econometrics problems along with their solutions.


Statistics of Financial Markets

Statistics of Financial Markets

Author: Jürgen Franke

Publisher: Springer Science & Business Media

Published: 2004

Total Pages: 454

ISBN-13: 9783540216759

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Extreme Value Theory (EVT), GARCH MODELS, Hypothesis Testing, Fitting Probability Distributions to Risk Factors and Portfolios.


Foundations of Statistical Inference

Foundations of Statistical Inference

Author: Yoel Haitovsky

Publisher: Springer Science & Business Media

Published: 2012-12-06

Total Pages: 227

ISBN-13: 3642574106

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This volume is a collection of papers presented at a conference held in Shoresh Holiday Resort near Jerusalem, Israel, in December 2000 organized by the Israeli Ministry of Science, Culture and Sport. The theme of the conference was "Foundation of Statistical Inference: Applications in the Medical and Social Sciences and in Industry and the Interface of Computer Sciences". The following is a quotation from the Program and Abstract booklet of the conference. "Over the past several decades, the field of statistics has seen tremendous growth and development in theory and methodology. At the same time, the advent of computers has facilitated the use of modern statistics in all branches of science, making statistics even more interdisciplinary than in the past; statistics, thus, has become strongly rooted in all empirical research in the medical, social, and engineering sciences. The abundance of computer programs and the variety of methods available to users brought to light the critical issues of choosing models and, given a data set, the methods most suitable for its analysis. Mathematical statisticians have devoted a great deal of effort to studying the appropriateness of models for various types of data, and defining the conditions under which a particular method work. " In 1985 an international conference with a similar title* was held in Is rael. It provided a platform for a formal debate between the two main schools of thought in Statistics, the Bayesian, and the Frequentists.


Introduction to Modern Time Series Analysis

Introduction to Modern Time Series Analysis

Author: Gebhard Kirchgässner

Publisher: Springer Science & Business Media

Published: 2008-08-27

Total Pages: 288

ISBN-13: 9783540687351

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This book presents modern developments in time series econometrics that are applied to macroeconomic and financial time series. It contains the most important approaches to analyze time series which may be stationary or nonstationary.


Non-standard Spatial Statistics and Spatial Econometrics

Non-standard Spatial Statistics and Spatial Econometrics

Author: Daniel A. Griffith

Publisher: Springer Science & Business Media

Published: 2011-01-11

Total Pages: 277

ISBN-13: 3642160433

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Despite spatial statistics and spatial econometrics both being recent sprouts of the general tree "spatial analysis with measurement"—some may remember the debate after WWII about "theory without measurement" versus "measurement without theory"—several general themes have emerged in the pertaining literature. But exploring selected other fields of possible interest is tantalizing, and this is what the authors intend to report here, hoping that they will suscitate interest in the methodologies exposed and possible further applications of these methodologies. The authors hope that reactions about their publication will ensue, and they would be grateful to reader(s) motivated by some of the research efforts exposed hereafter letting them know about these experiences.